[BUG] optimized historical_forecasts has incorrect time indices under certain conditions

[MattiasDC]

Describe the bug
When generating a historical forecast using regression model and last point forecasting on a model with output_chunk_shift > 0, time indices are not shifted according to the output_chunk_shift. This is only the case when doing an 'optimized' historical forecast (when you get into darts.utils.historical_forecasts.optimized_historical_forecasts_regression._optimized_historical_forecasts_last_points_only.

To Reproduce

from darts.datasets import AirPassengersDataset
from darts.models import RegressionModel

series = AirPassengersDataset().load()

model = RegressionModel(lags=20, output_chunk_shift=5)
model.fit(series)

historical = model.historical_forecasts(series=series,
                                        retrain=False,
                                        forecast_horizon=1)


series.plot(label="actual")
historical.plot(label="historical")

This will plot this image:

Expected behavior
The returned historical series don´t have their time index shifted respecting the output chunk shift.
The following result would be correct:

System (please complete the following information):

• Python version: 3.12
• darts version 0.31.0

Additional context
I will create a PR for this.
I've also inspected darts.utils.historical_forecasts.optimized_historical_forecasts_regression._optimized_historical_forecasts_all_points, which does seem to always take into account the output_chunk_shift unconditionally. I also looked at darts.utils.historical_forecasts.optimized_historical_forecasts_tocrch._optimized_historical_forecasts, which also doesn´t seem affected.

[dennisbader]

Thanks a lot @MattiasDC for opening this issue, the well documented report and the PR 🚀 🚀 🚀
Let's continue this thread in #2634